When you add mod/pitch wheels to a layout, by default they are configured to receive the following MIDI message types:
The first mod/pitch wheel is configured to receive pitch bend messages.
The second mod/pitch wheel is configured to receive modulation messages.
The third mod/pitch wheel is configured to receive aftertouch messages.
By default, modulation and pitch bend screen controls pass through the MIDI messages for their common use—that is, mod wheels pass through MIDI modulation messages, and pitch bend wheels pass through MIDI pitch bend messages. In most cases this is desirable so that you can use them for their standard functions without any additional setup. If you want to use these screen controls to control other parameters, choose “Do not pass thru” from the MIDI Thru pop-up menu in the Screen Control Inspector.